{{Quickfixn}} Fwd: Best way to handle custom messages

Grant Birchmeier gbirchmeier at connamara.com
Wed Mar 26 19:29:24 PDT 2014


I still have your DD file.  I'll take a look.  It's probably something
silly.


On Wed, Mar 26, 2014 at 8:20 PM, Francis Gingras <
francis at tradeintegration.com> wrote:

>  Ruby installation on Windows was a breeze. The supplied FIX42.xml
> generates fine, but my wonderful custom xml does not:
>
> ..blabla
> generate generator/../QuickFIXn/Message/FIX42/BidResponse.cs
> generate generator/../QuickFIXn/Message/FIX42/ListStrikePrice.cs
> C:/Users/francis/Documents/Visual Studio
> 2013/Projects/quickfixn-1.5.0/generator
> /messages_gen.rb:15:in `block in generate': undefined method `+' for
> nil:NilClas
> s (NoMethodError)
>       from C:/Users/francis/Documents/Visual Studio
> 2013/Projects/quickfixn-1.
> 5.0/generator/messages_gen.rb:13:in `each'
>       from C:/Users/francis/Documents/Visual Studio
> 2013/Projects/quickfixn-1.
> 5.0/generator/messages_gen.rb:13:in `generate'
>       from generator/generate.rb:82:in `generate_messages'
>       from generator/generate.rb:16:in `generate'
>       from generator/generate.rb:119:in `<main>'
>
>
> I don't understand the Ruby error enough to tell where I should look in to
> find out what could go wrong. The last file generated was ListStrikePrice,
> and OrderMassStatusRequest is the next one in the xml so I suppose that's
> where things break, but it looks fine to me and all those fields are
> defined.
>
>               <message mame='OrderMassStatusRequest' msgcat='app'
> msgtype='UAF'>
>                       <field name='Account' required='N' />
>                       <field name='IDSource' required='N' />
>                       <field name='SecurityID' required='N' />
>                       <field name='Side' required='N' />
>                       <field name='Symbol' required='N' />
>                       <field name='SymbolSfx' required='N' />
>                       <field name='SecurityExchange' required='N' />
>                       <field name='MaturityDate' required='N' />
>                       <field name='MassStatusReqID' required='Y' />
>               </message>
>
> Thanks,
>
> Francis
>
>
> __________________________________
> Begin forwarded message:
>
> From: Francis Gingras <francis at tradeintegration.com>
> To: quickfixn at lists.quickfixn.com
> Date: Wednesday, March 26, 2014, 5:39:30 PM
> Subject: {{Quickfixn}} Best way to handle custom messages
>
> I have a counterparty that sends custom messages (e.g. UAF, UBB) with
> FIX4.2 headers. They also send RequestForPosition (UAN) in the FIX4.2
> session. What is the best way to handle this? I'd like to avoid having to
> maintain a custom build of QF/n.
>
> 1) Do I create custom message classes and inherit QuickFix.FIX42.Message?
> (I doubt Crack() will handle these so I would have to use a non type-safe
> crack method).
> 2) Any other way?
>
> Thanks,
>
> Francis
>
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> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
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